+4,407.5%
MU vs CMG
+342.6%
+4,064.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +12.8% | +2.5% | +10.3% | +12.0% |
| 30D | -14.9% | +15.6% | -30.5% | -19.5% |
| 3M | -18.0% | +8.2% | -26.2% | -21.4% |
| 6M | -3.1% | +9.9% | -13.0% | -9.2% |
| YTD | +172.9% | -4.6% | +177.5% | +167.1% |
| 1Y | +228.8% | +12.4% | +216.4% | +200.5% |
| 3Y | +950.8% | -18.0% | +968.8% | +955.9% |
| 5Y | +931.3% | -5.3% | +936.6% | +848.6% |
| All | +4,407.5% | +342.6% | +4,064.9% | +2,510.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling